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IAC vs. ITT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between IAC and ITT is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

IAC vs. ITT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IAC/InterActiveCorp (IAC) and ITT Inc. (ITT). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
2,328.61%
5,474.05%
IAC
ITT

Key characteristics

Sharpe Ratio

IAC:

-0.31

ITT:

0.22

Sortino Ratio

IAC:

-0.19

ITT:

0.53

Omega Ratio

IAC:

0.98

ITT:

1.07

Calmar Ratio

IAC:

-0.15

ITT:

0.24

Martin Ratio

IAC:

-0.67

ITT:

0.77

Ulcer Index

IAC:

17.82%

ITT:

9.07%

Daily Std Dev

IAC:

38.81%

ITT:

31.99%

Max Drawdown

IAC:

-77.26%

ITT:

-54.68%

Current Drawdown

IAC:

-75.26%

ITT:

-13.59%

Fundamentals

Market Cap

IAC:

$2.82B

ITT:

$11.14B

EPS

IAC:

-$6.49

ITT:

$6.55

PEG Ratio

IAC:

13.62

ITT:

2.12

PS Ratio

IAC:

0.74

ITT:

3.07

PB Ratio

IAC:

0.51

ITT:

3.88

Total Revenue (TTM)

IAC:

$2.88B

ITT:

$2.72B

Gross Profit (TTM)

IAC:

$2.09B

ITT:

$946.50M

EBITDA (TTM)

IAC:

-$266.59M

ITT:

$595.90M

Returns By Period

In the year-to-date period, IAC achieves a 0.45% return, which is significantly higher than ITT's -3.66% return. Over the past 10 years, IAC has underperformed ITT with an annualized return of 10.99%, while ITT has yielded a comparatively higher 14.38% annualized return.


IAC

YTD

0.45%

1M

-11.51%

6M

-15.28%

1Y

-9.91%

5Y*

-2.32%

10Y*

10.99%

ITT

YTD

-3.66%

1M

-0.51%

6M

-4.07%

1Y

6.49%

5Y*

24.09%

10Y*

14.38%

*Annualized

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Risk-Adjusted Performance

IAC vs. ITT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IAC
The Risk-Adjusted Performance Rank of IAC is 3636
Overall Rank
The Sharpe Ratio Rank of IAC is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of IAC is 3232
Sortino Ratio Rank
The Omega Ratio Rank of IAC is 3232
Omega Ratio Rank
The Calmar Ratio Rank of IAC is 4343
Calmar Ratio Rank
The Martin Ratio Rank of IAC is 3838
Martin Ratio Rank

ITT
The Risk-Adjusted Performance Rank of ITT is 5959
Overall Rank
The Sharpe Ratio Rank of ITT is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of ITT is 5353
Sortino Ratio Rank
The Omega Ratio Rank of ITT is 5252
Omega Ratio Rank
The Calmar Ratio Rank of ITT is 6464
Calmar Ratio Rank
The Martin Ratio Rank of ITT is 6262
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IAC vs. ITT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for IAC/InterActiveCorp (IAC) and ITT Inc. (ITT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for IAC, currently valued at -0.31, compared to the broader market-2.00-1.000.001.002.003.00
IAC: -0.31
ITT: 0.22
The chart of Sortino ratio for IAC, currently valued at -0.19, compared to the broader market-6.00-4.00-2.000.002.004.00
IAC: -0.19
ITT: 0.53
The chart of Omega ratio for IAC, currently valued at 0.98, compared to the broader market0.501.001.502.00
IAC: 0.98
ITT: 1.07
The chart of Calmar ratio for IAC, currently valued at -0.15, compared to the broader market0.001.002.003.004.005.00
IAC: -0.15
ITT: 0.24
The chart of Martin ratio for IAC, currently valued at -0.67, compared to the broader market-5.000.005.0010.0015.0020.00
IAC: -0.67
ITT: 0.77

The current IAC Sharpe Ratio is -0.31, which is lower than the ITT Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of IAC and ITT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.31
0.22
IAC
ITT

Dividends

IAC vs. ITT - Dividend Comparison

IAC has not paid dividends to shareholders, while ITT's dividend yield for the trailing twelve months is around 0.95%.


TTM20242023202220212020201920182017201620152014
IAC
IAC/InterActiveCorp
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.26%1.91%
ITT
ITT Inc.
0.95%0.89%0.97%1.30%0.86%0.88%0.80%1.11%0.96%1.29%1.30%1.09%

Drawdowns

IAC vs. ITT - Drawdown Comparison

The maximum IAC drawdown since its inception was -77.26%, which is greater than ITT's maximum drawdown of -54.68%. Use the drawdown chart below to compare losses from any high point for IAC and ITT. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-75.26%
-13.59%
IAC
ITT

Volatility

IAC vs. ITT - Volatility Comparison

The current volatility for IAC/InterActiveCorp (IAC) is 17.05%, while ITT Inc. (ITT) has a volatility of 19.23%. This indicates that IAC experiences smaller price fluctuations and is considered to be less risky than ITT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.05%
19.23%
IAC
ITT

Financials

IAC vs. ITT - Financials Comparison

This section allows you to compare key financial metrics between IAC/InterActiveCorp and ITT Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items